1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 18 package org.apache.commons.math.ode.nonstiff; 19 20 import org.apache.commons.math.linear.Array2DRowRealMatrix; 21 import org.apache.commons.math.ode.DerivativeException; 22 import org.apache.commons.math.ode.FirstOrderDifferentialEquations; 23 import org.apache.commons.math.ode.IntegratorException; 24 import org.apache.commons.math.ode.MultistepIntegrator; 25 26 27 /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and 28 * {@link AdamsMoultonIntegrator Adams-Moulton} integrators. 29 * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 fvr. 2011) $ 30 * @since 2.0 31 */ 32 public abstract class AdamsIntegrator extends MultistepIntegrator { 33 34 /** Transformer. */ 35 private final AdamsNordsieckTransformer transformer; 36 37 /** 38 * Build an Adams integrator with the given order and step control prameters. 39 * @param name name of the method 40 * @param nSteps number of steps of the method excluding the one being computed 41 * @param order order of the method 42 * @param minStep minimal step (must be positive even for backward 43 * integration), the last step can be smaller than this 44 * @param maxStep maximal step (must be positive even for backward 45 * integration) 46 * @param scalAbsoluteTolerance allowed absolute error 47 * @param scalRelativeTolerance allowed relative error 48 * @exception IllegalArgumentException if order is 1 or less 49 */ 50 public AdamsIntegrator(final String name, final int nSteps, final int order, 51 final double minStep, final double maxStep, 52 final double scalAbsoluteTolerance, 53 final double scalRelativeTolerance) 54 throws IllegalArgumentException { 55 super(name, nSteps, order, minStep, maxStep, 56 scalAbsoluteTolerance, scalRelativeTolerance); 57 transformer = AdamsNordsieckTransformer.getInstance(nSteps); 58 } 59 60 /** 61 * Build an Adams integrator with the given order and step control parameters. 62 * @param name name of the method 63 * @param nSteps number of steps of the method excluding the one being computed 64 * @param order order of the method 65 * @param minStep minimal step (must be positive even for backward 66 * integration), the last step can be smaller than this 67 * @param maxStep maximal step (must be positive even for backward 68 * integration) 69 * @param vecAbsoluteTolerance allowed absolute error 70 * @param vecRelativeTolerance allowed relative error 71 * @exception IllegalArgumentException if order is 1 or less 72 */ 73 public AdamsIntegrator(final String name, final int nSteps, final int order, 74 final double minStep, final double maxStep, 75 final double[] vecAbsoluteTolerance, 76 final double[] vecRelativeTolerance) 77 throws IllegalArgumentException { 78 super(name, nSteps, order, minStep, maxStep, 79 vecAbsoluteTolerance, vecRelativeTolerance); 80 transformer = AdamsNordsieckTransformer.getInstance(nSteps); 81 } 82 83 /** {@inheritDoc} */ 84 @Override 85 public abstract double integrate(final FirstOrderDifferentialEquations equations, 86 final double t0, final double[] y0, 87 final double t, final double[] y) 88 throws DerivativeException, IntegratorException; 89 90 /** {@inheritDoc} */ 91 @Override 92 protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first, 93 final double[][] multistep) { 94 return transformer.initializeHighOrderDerivatives(first, multistep); 95 } 96 97 /** Update the high order scaled derivatives for Adams integrators (phase 1). 98 * <p>The complete update of high order derivatives has a form similar to: 99 * <pre> 100 * r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub> 101 * </pre> 102 * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.</p> 103 * @param highOrder high order scaled derivatives 104 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k)) 105 * @return updated high order derivatives 106 * @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix) 107 */ 108 public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) { 109 return transformer.updateHighOrderDerivativesPhase1(highOrder); 110 } 111 112 /** Update the high order scaled derivatives Adams integrators (phase 2). 113 * <p>The complete update of high order derivatives has a form similar to: 114 * <pre> 115 * r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub> 116 * </pre> 117 * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.</p> 118 * <p>Phase 1 of the update must already have been performed.</p> 119 * @param start first order scaled derivatives at step start 120 * @param end first order scaled derivatives at step end 121 * @param highOrder high order scaled derivatives, will be modified 122 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k)) 123 * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix) 124 */ 125 public void updateHighOrderDerivativesPhase2(final double[] start, 126 final double[] end, 127 final Array2DRowRealMatrix highOrder) { 128 transformer.updateHighOrderDerivativesPhase2(start, end, highOrder); 129 } 130 131 } 132
